+1,462.8%
CRWD vs CPB
-29.5%
+1,492.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.0% |
| 7D | +4.5% | -1.6% | +6.0% | +4.3% |
| 30D | -9.1% | +19.2% | -28.3% | -7.2% |
| 3M | +0.5% | -0.9% | +1.4% | +0.7% |
| 6M | +61.1% | +15.2% | +45.9% | +64.3% |
| YTD | +93.4% | -13.1% | +106.4% | +92.7% |
| 1Y | +71.1% | -22.4% | +93.5% | +68.8% |
| 3Y | +351.1% | -35.3% | +386.4% | +338.4% |
| 5Y | +218.8% | -33.0% | +251.8% | +203.6% |
| All | +1,462.8% | -29.5% | +1,492.4% | +1,383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling